Add to ORKGA class of stochastic processes with memory within the framework of the Hida calculus was studied. It was proved that the Donsker delta functionals of the processes are Hida distributions. Furthermore, the probability density function of the processes and the chaos decomposition of the Donsker delta functional were derived. As an application, the existence of the renormalized local times in an arbitrary dimension of the Riemann-Liouville fractional Brownian motion as a white noise generalized function was proved
Limit theorems of the type of the law of large numbers and the central limit theorem are established...
This paper derives the stochastic solution of a Cauchy problem for the distribution of a fractional ...
AbstractWe consider fractional Brownian motions BtH with arbitrary Hurst coefficients 0<H<1 and prov...
A class of stochastic processes with memory within the framework of the Hida calculus was studied. I...
We give an explicit formula for the Donsker delta function of a certain class of Lévy processes in t...
Using the white noise space framework, we construct and study a class of Gaussian processes with sta...
AbstractUsing the white noise space framework, we construct and study a class of Gaussian processes ...
We prove a Donsker-type theorem for vector processes of functionals of correlated Wiener integrals. ...
The field of discrete-time fractional ARMA processes is now of longstanding interest. However, to th...
Brownian motion can be characterized as a generalized random process and, as such, has a generalized...
AbstractIn this paper, a theory of generalized functions is established on an arbitrary abstract Wie...
Stochastic analysis with respect to fractional Brownian motion. Fractional Brownian motion (fBM for ...
Stochastic Integrals Driven by Isonormal Gaussian Processes and Applications Master Thesis - Petr Čo...
In this paper we discuss some recent developments in the theory of gene-ralized functionals of Brown...
In this paper we develop sensitivity analyses w.r.t. the long-range/memory noise parameter for solut...
Limit theorems of the type of the law of large numbers and the central limit theorem are established...
This paper derives the stochastic solution of a Cauchy problem for the distribution of a fractional ...
AbstractWe consider fractional Brownian motions BtH with arbitrary Hurst coefficients 0<H<1 and prov...
A class of stochastic processes with memory within the framework of the Hida calculus was studied. I...
We give an explicit formula for the Donsker delta function of a certain class of Lévy processes in t...
Using the white noise space framework, we construct and study a class of Gaussian processes with sta...
AbstractUsing the white noise space framework, we construct and study a class of Gaussian processes ...
We prove a Donsker-type theorem for vector processes of functionals of correlated Wiener integrals. ...
The field of discrete-time fractional ARMA processes is now of longstanding interest. However, to th...
Brownian motion can be characterized as a generalized random process and, as such, has a generalized...
AbstractIn this paper, a theory of generalized functions is established on an arbitrary abstract Wie...
Stochastic analysis with respect to fractional Brownian motion. Fractional Brownian motion (fBM for ...
Stochastic Integrals Driven by Isonormal Gaussian Processes and Applications Master Thesis - Petr Čo...
In this paper we discuss some recent developments in the theory of gene-ralized functionals of Brown...
In this paper we develop sensitivity analyses w.r.t. the long-range/memory noise parameter for solut...
Limit theorems of the type of the law of large numbers and the central limit theorem are established...
This paper derives the stochastic solution of a Cauchy problem for the distribution of a fractional ...
AbstractWe consider fractional Brownian motions BtH with arbitrary Hurst coefficients 0<H<1 and prov...